Showing 1 - 7 of 7
Persistent link: https://www.econbiz.de/10008658808
Persistent link: https://www.econbiz.de/10001249416
Persistent link: https://www.econbiz.de/10011610069
Persistent link: https://www.econbiz.de/10003183226
Persistent link: https://www.econbiz.de/10012437837
This study investigates the dynamic pattern of the interdependence among G7 stock markets, namely the US, the UK, France, Germany, Italy Canada and Japan over the 1988-2021 period. The state-space formulation of the time-varying cointegrating coefficient allows us to examine the potential...
Persistent link: https://www.econbiz.de/10013308718
Persistent link: https://www.econbiz.de/10014478229